Background: Effect sizes are the most useful quantities for communicating the practical significance of results and helping to facilitate cumulative science. We hypothesize that the selection of the best-fitted controls can significantly affect the estimated effect sizes in case–control studies. Therefore, we decided to exemplify and clarify this effect on effect size using a large data set. The objective of this study was to investigate the association among variables in functional gastrointestinal disorders (FGIDs) and mental health problems, common ailments that reduce the quality of life of a large proportion of the community worldwide. Method: In this methodological study, we constitute case and control groups in our study framework using the Epidemiology of Psychological, Alimentary Health and Nutrition (SEPAHAN) dataset of 4763 participants. We devised four definitions for control in this extensive database of FGID patients and analyzed the effect of these definitions on the odds ratio (OR): 1. conventional control: without target disorder/syndrome (sample size 4040); 2. without any positive criteria: criterion-free control (sample size 1053); 3. syndrome-free control: without any disorder/syndrome (sample size 847); 4. symptom-free control: without any symptoms (sample size 204). We considered a fixed case group that included 723 patients with a Rome III-based definition of functional dyspepsia. Psychological distress, anxiety, and depression were considered as dependent variables in the analysis. Logistic regression was used for association analysis, and the odds ratio and 95% confidence interval (95%CI) for OR were reported as the effect size. Results: The estimated ORs indicate that the strength of the association in the first case–control group is the lowest, and the fourth case–control group, including controls with completely asymptomatic people, is the highest. Ascending effect sizes were obtained in the conventional, criterion-free, syndrome-free, and symptom-free control groups. These results are consistent for all three psychological disorders, psychological distress, anxiety, and depression. Conclusions: This study shows that a precise definition of the control is mandatory in every case–control study and affects the estimated effect size. In clinical settings, the selection of symptomatic controls using the conventional definition could significantly diminish the effect size.